E-mini S&P 500 Future December 2009

Trading Metrics calculated at close of trading on 03-Jun-2009

Day Change Summary
	Previous	Current
	02-Jun-2009	03-Jun-2009	Change	Change %	Previous Week
Open	930.00	925.50	-4.50	-0.5%	873.00
High	937.00	925.50	-11.50	-1.2%	915.25
Low	929.75	914.50	-15.25	-1.6%	870.00
Close	933.75	922.75	-11.00	-1.2%	909.25
Range	7.25	11.00	3.75	51.7%	45.25
ATR	19.93	19.88	-0.05	-0.2%	0.00
Volume	14	250	236	1,685.7%	51

Daily Pivots for day following 03-Jun-2009
	Classic	Woodie	Camarilla	DeMark
R4	954.00	949.25	928.75
R3	943.00	938.25	925.75
R2	932.00	932.00	924.75
R1	927.25	927.25	923.75	924.00
PP	921.00	921.00	921.00	919.25
S1	916.25	916.25	921.75	913.00
S2	910.00	910.00	920.75
S3	899.00	905.25	919.75
S4	888.00	894.25	916.75

Weekly Pivots for week ending 29-May-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,034.00	1,016.75	934.25
R3	988.75	971.50	921.75
R2	943.50	943.50	917.50
R1	926.25	926.25	913.50	935.00
PP	898.25	898.25	898.25	902.50
S1	881.00	881.00	905.00	889.50
S2	853.00	853.00	901.00
S3	807.75	835.75	896.75
S4	762.50	790.50	884.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	937.00	878.75	58.25	6.3%	16.75	1.8%	76%	False	False	62
10	937.00	870.00	67.00	7.3%	18.75	2.0%	79%	False	False	43
20	937.00	867.25	69.75	7.6%	20.00	2.2%	80%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	2.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	972.25
2.618	954.25
1.618	943.25
1.000	936.50
0.618	932.25
HIGH	925.50
0.618	921.25
0.500	920.00
0.382	918.75
LOW	914.50
0.618	907.75
1.000	903.50
1.618	896.75
2.618	885.75
4.250	867.75

Fisher Pivots for day following 03-Jun-2009
Pivot	1 day	3 day
R1	921.75	922.50
PP	921.00	922.50
S1	920.00	922.25

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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